An infinite distributed lag system is approximated by a truncated one, which can be consistently estimated. We investigate the rate at which the parameter space in the approximate model can be increased as sample size increases, in such a way that these estimates will provide consistent estimates of the underlying system
The purpose of this paper is to focus on the rigidity model and illustrate some relationships betwee...
International audienceThe present work addresses continuous-time approximation of distributed parame...
The estimation of Linear Time Invariant (LTI) models is a standard procedure in System Identication....
The hypothesis that the successive prices in the past have an exponentially diminish-ing effect on d...
This article demonstrates that, for a finite distributed lag, the polynomial distributed lag (PDL) a...
Polynomial distributed lag models (PDLs) are finite-order distributed lag models with the impulse–re...
Let us assume that a linear relationship exists between a variable Yt and k—1 explanatory variables ...
In this paper we analyze the behavior of system approximation processes for stable linear time-invar...
Cette thèse, centrée en Automatique, porte sur l’approximation de systèmes linéaires de dimension in...
A laboratory model exhibiting the property of distributed lag has been built. The model consists of ...
The approximation of linear time-invariant (LTI) systems by sam-pling series is an important topic i...
The fixed-lag smoothing estimator for a linear distributed parameter system with a noisy observation...
It is by now well known that in the presence of lagged dependent variables and serially correlated e...
The polynomial inverse lag (PIL) of Mitchell and Speaker (1986) is a flexible distributed lag techni...
This paper considers a new class of distributed lag estimators, the geometric combination lag (GCL),...
The purpose of this paper is to focus on the rigidity model and illustrate some relationships betwee...
International audienceThe present work addresses continuous-time approximation of distributed parame...
The estimation of Linear Time Invariant (LTI) models is a standard procedure in System Identication....
The hypothesis that the successive prices in the past have an exponentially diminish-ing effect on d...
This article demonstrates that, for a finite distributed lag, the polynomial distributed lag (PDL) a...
Polynomial distributed lag models (PDLs) are finite-order distributed lag models with the impulse–re...
Let us assume that a linear relationship exists between a variable Yt and k—1 explanatory variables ...
In this paper we analyze the behavior of system approximation processes for stable linear time-invar...
Cette thèse, centrée en Automatique, porte sur l’approximation de systèmes linéaires de dimension in...
A laboratory model exhibiting the property of distributed lag has been built. The model consists of ...
The approximation of linear time-invariant (LTI) systems by sam-pling series is an important topic i...
The fixed-lag smoothing estimator for a linear distributed parameter system with a noisy observation...
It is by now well known that in the presence of lagged dependent variables and serially correlated e...
The polynomial inverse lag (PIL) of Mitchell and Speaker (1986) is a flexible distributed lag techni...
This paper considers a new class of distributed lag estimators, the geometric combination lag (GCL),...
The purpose of this paper is to focus on the rigidity model and illustrate some relationships betwee...
International audienceThe present work addresses continuous-time approximation of distributed parame...
The estimation of Linear Time Invariant (LTI) models is a standard procedure in System Identication....
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